Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52285.9 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45950.87 Kr¶

PnL: ---------------------------------------> -802.13 Kr¶

DD now: ---------------------------------> -1.571 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 11:16:34.047789'

Anic Portfolio¶

Today¶

Return: -0.058 %¶

This Week¶

Return: -0.058 %¶

Total portfolio value¶

Return including deposits: 71.171 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 -2.670000 678.160000 39.160000 6.130000 638.999984
Embracer Group B 26 1.450000 683.800000 21.800000 3.290000 661.999988
Indutrade 5 2.330000 1341.000000 21.000000 1.590000 1320.000000
Biotage 4 0.390000 620.800000 17.800000 2.950000 603.000000
Addtech B 3 1.710000 715.200000 15.200000 2.170000 699.999999
SynAct Pharma 9 -2.140000 659.700000 14.700000 2.280000 645.000003
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Sdiptech B 3 0.510000 833.400000 11.400000 1.390000 822.000000
Addnode Group B 6 1.840000 763.200000 11.200000 1.490000 751.999998
Nolato B 12 0.090000 658.800000 10.800000 1.670000 648.000000
Vitrolife 3 1.690000 687.000000 10.000000 1.480000 677.000001
Xvivo Perfusion 3 -0.180000 855.000000 10.000000 1.180000 845.000001
Latour B 2 1.930000 454.600000 5.600000 1.250000 449.000000
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Fortnox 10 3.680000 670.800000 2.800000 0.420000 668.000000
NCC B 7 -0.430000 655.900000 1.900000 0.290000 653.999997
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Lime Technologies 2 -0.510000 591.000000 -2.000000 -0.340000 593.000000
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 -0.900000 497.500000 -7.500000 -1.490000 505.000000
Volati 5 -4.550000 566.000000 -8.000000 -1.390000 574.000000
Sedana Medical 135 -2.440000 4322.700000 -8.300000 -0.190000 4330.999935
Investor B 3 0.630000 649.650000 -8.350000 -1.270000 657.999999
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Humana 40 1.370000 652.000000 -22.000000 -3.260000 674.000000
Balco Group 39 -0.730000 1846.650000 -28.350000 -1.510000 1874.999997
Ambea 68 1.270000 2490.160000 -46.840000 -1.850000 2537.000032
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Creades A 7 1.160000 548.100000 -62.900000 -10.290000 610.999998
Investor A 16 0.460000 3472.000000 -73.000000 -2.060000 3545.000000
New Wave B 40 -0.280000 3808.000000 -108.000000 -2.760000 3916.000000
Gaming Innovation Group 161 0.200000 4049.150000 -138.850000 -3.320000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45950.870000 -802.130000 -1.57087% 46752.999863

Updated:¶

'2023-06-13 11:16:51.995978'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶